Candriam Diversified Futures, I - Capitalisation/  FR0010813105  /

Over the recommended investment term, and in connection with its systematic management, the fund seeks, by investing in the main assets traded, to achieve an absolute performance better than the €STR (Euro Short Term Rate) Capitalized and annualised volatility (indicator of the upward and downward fluctuations of the fund value) of less than 12% under normal market conditions Portfolio management is built around a prudent portfolio foundation strategy via bonds and money market instruments, and a dynamic strategy. The dynamic strategy is built around systematic strategies based on quantitative models that are able to generate asset purchase or sale signals. Three strategies with very little correlation are applied: * on the one hand, the main, trend-following strategy based on statistical and technical analyses aimed at determining the best market trends irrespective of expectations for those markets, * on the other hand, a contrarian strategy that goes against the main trends, benefiting from excess market movements both upwards and downwards, * and lastly a form recognition model based on short-term statistical analysis aimed at determining whether recent market movements have occurred previously. Management takes a position if this behaviour has been profitable in the past. The fund does not have sustainable investment as its objective and does not specifically promote environmental and/or social characteristics.

Over the recommended investment term, and in connection with its systematic management, the fund seeks, by investing in the main assets traded, to achieve an absolute performance better than the €STR (Euro Short Term Rate) Capitalized and annualised volatility (indicator of the upward and downward fluctuations of the fund value) of less than 12% under normal market conditions